Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
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Publication:5266725
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(15)- Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
- Active mode observability of switching linear systems
- Active mode observation of switching systems based on set-valued estimation of the continuous state
- Distributed output feedback control of Markov jump multi-agent systems
- Analysis and synthesis of switched linear control systems
- Regulation in bimodal systems
- Quadratic optimal control of switched linear stochastic systems
- Decision-control mechanism for Markovian jump linear systems with Gaussian noise
- Finite horizon optimal control of non-linear discrete-time switched systems using adaptive dynamic programming with \(\epsilon\)-error bound
- Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- Optimal output feedback control for networked control systems with dual multi-memoryless channels
- H∞ control of continuous-time Markov jump linear systems with detector-based mode information
- On the control of Markov jump linear systems with no mode observation: application to a DC Motor device
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